Journal of banking and finance

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  Año 2009, Vol. 33, Número 6

  • Investor protection and convertible debt design.

    C.-F. Lee, K.-W. Lee, G.H.-H. Yeo

    págs. 985-994

    

  • News and the cross-section of expected corporate bond returns.

    A. Abhyankar, A Gonzalez

    págs. 996-1004

    

  • From boom 'til bust: How loss aversion affects asset prices.

    A. Berkelaar, R. Kouwenberg

    págs. 1005-1013

    

  • Time-varying market integration and stock and bond return concordance in emerging markets.

    V. Panchenko, E. Wu

    págs. 1014-1021

    

  • Determinants of domestic and cross-border bank acquisitions in the European Union.

    I. Hernando, M.J. Nieto, Larry D. Wall

    págs. 1022-1032

    

  • The jump component of S&P 500 volatility and the VIX index.

    R. Becker, A.E. Clements, A. McClelland

    págs. 1033-1038

    

  • Is the market valuation of banks� loan loss provision conditional on auditor reputation?

    K. Kanagaetnam, G.V. Krishnan, Gerald J. Lobo

    págs. 1039-1047

    

  • Extreme coexceedances in new EU member states' stock markets.

    C. Christiansen, A. Ranaldo

    págs. 1048-1057

    

  • Deposit guarantee evaluation and incentives analysis in a mutual guarantee system.

    M.E. De Giuli, M.A. Maggi, F.M. Paris

    págs. 1058-1068

    

  • The slicing approach to valuing tax shields.

    Y.-C. Liu

    págs. 1069-1078

    

  • Health status and portfolio choice: Causality or heterogeneity?

    E. Fan, R. Zhao

    págs. 1079-1088

    

  • Price trends and patterns in technical analysis: A theoretical and empirical examination.

    G.C. Friesen, P.A. Weller, L.M. Dunham

    págs. 1089-1100

    

  • Time diversification: Definitions and some closed-form solutions.

    K.H. Chung, W.T. Smith, T.L. Wu

    págs. 1101-1111

    

  • Political regimes, business cycles, seasonalities, and returns.

    J.G. Powell, J. Shi, T. Smith, R.E. Whaley

    págs. 1112-1128

    

  • American GARCH employee stock option valuation.

    Angel León Valle, Antoni Vaello Sebastià

    págs. 1129-1143

    

  • The dynamics of the volatility skew: A Kalman filter approach.

    M. Bedendo, S.D. Hodges

    págs. 1156-1165

    

  • New strategies and a new paradigm for Shariah-compliant portfolio optimization.

    U. Dzerigs, S. Marzban

    págs. 1166-1176

    

  • Extending the Basel II approach to estimate capital requirements for equity investments.

    M. Johnston

    págs. 1177-1185